我国房地产价格与银行绩效——基于省际面板数据的实证研究  

Property Prices and Bank Performance——Evidence from Provincial Data in China

作　　者：梁琪[1] 郭娜[1] 

机构地区：[1]南开大学经济学院金融学系

出　　处：《国际金融研究》2011年第9期90-96,共7页Studies of International Finance

基　　金：教育部规划项目(06JA790057);南开大学2010年度文科科研创新基金项目(NKC1027)的资助

摘　　要：本文采用省际面板数据对我国房地产价格与银行绩效间的关系进行了实证检验。研究发现,样本期内我国房地产价格与银行资产收益率和贷款损失拨备呈正相关,而与银行不良贷款比率呈负相关。同时,研究发现,住宅商品房比商业营业用房对银行绩效的影响更大。研究结论对我国房地产市场调控、银行内部的风险管理以及中央银行维护我国金融稳定具有政策启示。This paper analyzes empirically the relationship between property prices and bank performance in China using panel data at the provincial level. After controlling the impact factors at both macro and bank level, we find that property prices are positively related with ROA and LLP, and negatively with NPL during the sample period. Besides, we find that residential property price has greater impact on bank performance than that of commercial property. The empirical results have policy implications to real estate market regulation, bank risk management and the prudential supervision of financial system.

关 键 词：房地产价格 银行绩效 面板估计 

分 类 号：F831[经济管理—金融学]